compute_bnds_betac {RegCombin}

Function to compute the bounds on the coefficients of the common regressors.

Description

Function to compute the bounds on the coefficients of the common regressors.

Usage

compute_bnds_betac(
  sample1 = NULL,
  info0,
  values,
  constraint = NULL,
  c_sign0,
  nc_sign0,
  refs0,
  c_var,
  nc_var,
  sam0,
  info1 = NULL,
  constr = TRUE,
  R2bound = NULL,
  values_sel = NULL
)

Arguments

sample1

if NULL compute the point estimate, if a natural number then evaluate a bootstrap or subsampling replication.

info0

the results of the estimates (point and bootstrap/subsampling replications) for betanc. No default.

values

the different unique points of support of the common regressor Xc.

constraint

a vector indicating the different constraints in a vector of the size of X_c indicating the type of constraints, if any on f(X_c) : "concave", "concave", "nondecreasing", "nonincreasing", "nondecreasing_convex", "nondecreasing_concave", "nonincreasing_convex", "nonincreasing_concave", or NULL for none. Default is NULL, no contraints at all.#'

c_sign0

sign restrictions on the commonly observed regressors: -1 for a minus sign, 1 for a plus sign, 0 otherwise. Default is NULL, i.e. no constraints.

nc_sign0

sign restrictions on the non-commonly observed regressors Xnc: -1 for a minus sign, 1 for a plus sign, 0 otherwise. Default is NULL, i.e. no constraints.

refs0

indicating the positions in the vector values corresponding to the components of betac.

c_var

label of the commonly observed regressors Xc.

nc_var

label of the non commonly observed regressors Xnc.

sam0

the directions q where the radial function has been computed.

info1

the results of the point estimates for betac. Default is NULL.

constr

if sign constraints imposed. Default is TRUE.

R2bound

the lower bound on the R2 of the long regression if any. Default is NULL.

values_sel

the selected values of Xc for the conditioning. Default is NULL.

Value

a matrix containing the bounds on the coefficients associated to the common regressor.